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Commit 0b9cf6d8 authored by marwan's avatar marwan
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function out=fnn(varargin)
%FNN Dimension estimation by false nearest neighbours.
% Y=FNN(X) computes the vector Y of the amount of false
% nearest neighbours (FNN) as a function of the embedding dimension.
%
% Y=FNN(X,M), where M is a scalar, computes the FNN up to dimension M.
% The defeault is M=10.
%
% Y=FNN(X,M,R,S), where R and S are scalars, applies the neighbourhood
% criterion R and the size of the neighbourhood S. The defeault is R=2
% and S=Inf.
%
% Y=FNN(X,M,R,S,N), where N is a scalar, uses N random samples for
% the determination of the FNNs. This speeds up the estimation,
% especially for long data series. The defeault is N=length(X) if
% the data length is smaller than 500, else N=200.
%
% FNN(...) without any output arguments opens a GUI for interactively
% changing the parameters.
%
% By using the GUI, the FNNs can be stored into the
% workspace.
%
% FNN(...,param) additional parameters according to the GUI are
% available:
% gui - Creates the GUI.
% nogui - Suppresses the GUI.
% silent - Suppresses all output.
%
% FNN without any arguments calls a demo (the same as the example
% below).
%
% Examples: x = sin(0:.2:8*pi)' + .1*randn(126,1);
% fnn(x,10,5)
%
% See also PHASESPACE, PSS, MI.
%
% References:
% Kennel, M. B., Brown, R., Abarbanel, H. D. I.:
% Determining embedding dimension for phase-space reconstruction
% using a geometrical construction, Phys. Rev. A, 45, 1992.
% Copyright (c) 2006
% Norbert Marwan, Potsdam University, Germany
% http://www.agnld.uni-potsdam.de
%
% $Date$
% $Revision$
%
% $Log$
%
%
% This program is part of the new generation XXII series.
%
% This program is free software; you can redistribute it and/or
% modify it under the terms of the GNU General Public License
% as published by the Free Software Foundation; either version 2
% of the License, or any later version.
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% programme properties
global props
init_properties
action='';
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% check the input
error(nargchk(0,99,nargin));
if nargout>2, error('Too many output arguments'), end
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% splash the GPL
splash_gpl('fnn');
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% error control
try
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% read the input
set(0,'ShowHidden','on')
delete(findobj('Tag','msgbox'))
nogui=0;
maxM_init = 10;
maxM=maxM_init; % maximal dimension
r_init = 2;
r=r_init; % r-criterion for neighbours distance
s_init = Inf;
s=s_init; % size of neighbourhood
maxN=[]; % number of samples
x={};
method = [];
if nargin & isnumeric(varargin{1})
% check the numerical input
i_double=find(cellfun('isclass',varargin,'double'));
i_length = cellfun('prodofsize',varargin(i_double));
i_x = i_double(i_length > 1);
x = varargin{i_x(1)}(:);
N = length(x);
if isempty(x), error('Not a valid input vector.'), end
i_x = i_double(i_length < 2);
switch length(i_x)
case 1
maxM = varargin{i_x};
case 2
maxM = varargin{i_x(1)};
r = varargin{i_x(2)};
case 3
maxM = varargin{i_x(1)};
r = varargin{i_x(2)};
s = varargin{i_x(3)};
case 4
maxM = varargin{i_x(1)};
r = varargin{i_x(2)};
s = varargin{i_x(3)};
maxN = varargin{i_x(4)};
end
% check the char input
i_char=find(cellfun('isclass',varargin,'char'));
check_meth={'ma','eu','mi'}; % maxnorm, euclidean, nrmnorm, fan, distance
check_gui={'gui','nog','sil'}; % gui, nogui, silent
temp_meth=0;
temp_gui=0;
if ~isempty(i_char)
for i=1:length(i_char),
varargin{i_char(i)}(4)='0';
temp_meth = temp_meth+strcmpi(varargin{i_char(i)}(1:2),check_meth');
temp_gui = temp_gui+strcmpi(varargin{i_char(i)}(1:3),check_gui');
end
end
method = min(find(temp_meth));
nogui = min(find(temp_gui))-1;
if isempty(nogui); nogui = 0; end
action = 'init';
if nogui > 0, action = 'compute'; end
if nargout & nogui==0
nogui=1;
action='compute';
end
elseif nargin & ischar(varargin{1}) & ~isempty(varargin{1})
if isempty(findobj('Tag','FNN_Fig')) & isempty(findobj('Tag','FNN_Fig'))
action='end';
else
action=varargin{1};
h=findobj('Tag','FNN_Fig');
x=get(h(1),'UserData');
N=size(x,2);
h=findobj('Tag','maxM');
maxM=str2num(get(h(1),'String'));
h=findobj('Tag','r');
r=str2num(get(h(1),'String'));
h=findobj('Tag','s');
s=str2num(get(h(1),'String'));
h=findobj('Tag','maxN');
maxN=str2num(get(h(1),'String'));
h=findobj('Tag','method');
method=get(h(1),'Value');
end
else
action='init';
end
if ~nargin
x=sin(0:.2:8*pi)'+.1*randn(126,1);
maxM=10;
r=5; s = Inf;
nogui=0;
else
if ischar(varargin{1})
action=varargin{1};
end
end
% correct invalid inputs
N = length(x);
if isempty(maxM) | maxM > N/2, maxM = maxM_init; end
if maxM < 2, maxM = 2; end
if isempty(r), r = r_init; end
if isempty(s), s = s_init; end
if isempty(maxN)
maxN = N;
if N > 500, maxN = 200; end
end
if isempty(method), method = 1; end
% main part begins
switch(action)
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% create gui
case 'init'
h8=figure(props.window,... % Plot Figure
'Tag','FNN_Fig',...
'MenuBar','Figure',...
'Position',[69.5000 39.6429 120.0000 30.0714],...
'PaperType','a4',...
'PaperPosition',[0.25 0.25 7.7677 11.193],...
'PaperOrientation','portrait',...
'UserData',x,...
'Name','False Nearest Neighbours');
set(0,'showhidden','on')
h=findobj('Label','&Help','Type','uimenu');
if isempty(h)
h=uimenu('Label','&Help');
h2=uimenu('Parent',h(1),'Label','&Help False Nearest Neighbours','Callback','helpwin fnn');
else
h1=flipud(get(h(1),'Children'));
set(h1(1),'Separator','on')
h2=uimenu('Parent',h(1),'Label','&Help False Nearest Neighbours','Callback','helpwin fnn');
copyobj(h1,h(1))
delete(h1)
end
h=axes(props.axes,...
'Position',[89 24.8 6.8 3.5]);
logo=load('logo');
h2=imagesc([logo.logo fliplr(logo.logo)]);
set(h2,'Tag','uniLogo')
set(h,props.logo,'Tag','axes_logo')
h=uicontrol(props.text,...
'Tag','text_logo',...
'String','Uni Potsdam',...
'Position',[97 24.2143 22 3.5714]);
h2=textwrap(h,{[char(169),' AGNLD'],'University of Potsdam','2006'});
set(h,'String',h2)
h=axes(props.axes,...
'Tag','fnn_axes',...
'Box','On',...
'Position',[9 3.5 72.8333 23.0714]);
% frame around parameter settings
h=uicontrol(props.frame,...
'Tag','frame',...
'Position',[91.5000 1.3571 23.5000 21.5]);
% dimension
h=uicontrol(props.text,...
'Tag','text',...
'String','Max. Dim.',...
'Position',[93.8333 20.3 14 1.5000]);
h=uicontrol(props.edit,...
'Tag','maxM',...
'String',num2str(maxM),...
'ToolTip','False nearest neighbours will be computed up to this dimension.',...
'Position',[105.1666 20.55 6.5 1.5000]);
% falseness criterion
h=uicontrol(props.text,...
'Tag','text',...
'String','Falseness',...
'Position',[93.8333 18.3 20.5 1.5000]);
h=uicontrol(props.edit,...
'Tag','r',...
'String',num2str(r),...
'ToolTip','Criterion value (suggested: >1).',...
'Position',[105.1666 18.55 6.5 1.5000]);
% neigbourhood range
h=uicontrol(props.text,...
'Tag','text',...
'String','Neigbourh.',...
'Position',[93.8333 16.3 20.5 1.5000]);
h=uicontrol(props.edit,...
'Tag','s',...
'String',num2str(s),...
'ToolTip','Maximal distance between neighbours (in multiples of standard deviation).',...
'Position',[105.1666 16.55 6.5 1.5000]);
% norm
h=uicontrol(props.text,...
'Tag','text',...
'String','Norm',...
'Position',[93.8333 14.1 15 1.5000]);
h=uicontrol(props.popup,...
'Tag','method',...
'String','Max|Euc|Min',...
'Value',method,...
'ToolTip','Norm used for the computation of the distance.',...
'Position',[101.1666 14.35 10.5 1.5000]);
% number of samples
h=uicontrol(props.text,...
'Tag','text',...
'String','Number of samples',...
'Position',[93.8333 11.75+.4 19 1.5000]);
h=uicontrol(props.edit,...
'Tag','maxN',...
'String',num2str(maxN),...
'ToolTip','Number of randomly chosen samples.',...
'Position',[93.8333 10.5+.4 17.8333 1.5000]);
% buttons
offset = -.5;
h=uicontrol(props.button,...
'String','Store',...
'Tag','button_store',...
'Enable','Off',...
'ToolTip','Stores the number of false nearest neighbours into a variable in the workspace.',...
'Callback','fnn store',...
'Position',[103.8666 8.2143+offset 8.8 2.2143]);
h=uicontrol(props.button,...
'Tag','button_print',...
'CallBack','fnn print',...
'ToolTip','Prints the FNN window.',...
'String','Print',...
'Position',[93.8333 8.2143+offset 8.8 2.2143]);
h=uicontrol(props.button,...
'Tag','button_close',...
'CallBack','fnn close',...
'ToolTip','Closes the FNN window.',...
'String','Close',...
'Position',[93.8333 2.6429+offset 18.8333 2.2143]);
h=uicontrol(props.button,...
'String','Apply',...
'Tag','button_apply',...
'ToolTip','Starts the computation.',...
'Callback','fnn compute',...
'Position',[93.8333 5.4286+offset 18.8333 2.2143]);
set(h8, 'HandleVis','CallBack')
tags={'FNN_Fig';'axes_logo';'text_logo';'frame';'text';'fnn_axes';'maxM';'r';'s';'method';'maxN';'button_store';'button_print';'button_close';'button_apply';};
h=[];
for i=1:length(tags); h=[h; findobj('Tag',tags{i})]; end
set(h,'Units','Norm')
fnn('compute')
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% close windows
case 'close'
set(0,props.root)
h=findobj('Tag','FNN_Fig');
if ~isempty(h), close(h(1)), end
clear all
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% store
case 'store'
if ~isempty(findobj('Tag','button_store'))
h=findobj('Tag','button_store');
h1=findobj('Tag','button_close');
if ~isempty(h1), vname_old=get(h1(1),'UserData'); else vname_old=''; end
if isempty(vname_old), vname_old=''; end
vname=char(inputdlg('Choose a variable name.','Store output',1,{vname_old}));
if isempty(vname)
return
else
FNN=get(h(1),'UserData');
assignin('base',vname, [FNN])
h=helpdlg(['False nearest neighbours have been assigned to the workspace variable ''',vname,'''.',...
''],'Store output');
set(h,'Tag','msgbox')
set(h1(1),'UserData',vname)
end
end
set(0,props.root)
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% print
case 'print'
h=findobj('Tag','uniLogo');
h_axes=findobj('Tag','fnn_axes','Parent',gcf); h_axes=h_axes(1);
h=[h; findobj('Tag','text','Parent',gcf)];
h=[h; findobj('Tag','text_logo','Parent',gcf)];
h=[h; findobj('Tag','frame','Parent',gcf)];
h=[h; findobj('Tag','maxM','Parent',gcf)];
h=[h; findobj('Tag','r','Parent',gcf)];
h=[h; findobj('Tag','s','Parent',gcf)];
h=[h; findobj('Tag','method','Parent',gcf)];
h=[h; findobj('Tag','maxN','Parent',gcf)];
h=[h; findobj('Tag','button_store','Parent',gcf)];
h=[h; findobj('Tag','button_print','Parent',gcf)];
h=[h; findobj('Tag','button_close','Parent',gcf)];
h=[h; findobj('Tag','button_apply','Parent',gcf)];
set(h,'Visible','Off')
set(h_axes,'Units','Character')
old_pos=get(h_axes,'Position');
set(h_axes,'Units','normalize','Position',[0.1300 0.1100 0.7750 0.8150])
h_dlg=printdlg;
waitfor(h_dlg)
set(h_axes,'Units','Character','Position',old_pos)
set(h_axes,'Units','normalize')
set(h,'Visible','On')
set(0,props.root)
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% computation
case 'compute'
warning off
if ~nogui
h_fig=findobj('tag','FNN_Fig');
setptr(gcf,'watch'),
obj=({'maxM','method','r','s','maxN','button_store','button_print','button_close','text'});
for j=1:length(obj);
h=findobj('Tag',obj{j},'Parent',h_fig(1));
if ~isempty(h), set(h,'Enable','Off'), end
end
h=findobj('tag','button_apply');
set(h(1),'ToolTip','Stops the computation.','String','Stop','Callback','set(0,''ShowHidden'',''on'');h=findobj(''tag'',''button_apply'');set(h(1),''String'',''Stopped'');set(0,''ShowHidden'',''off'')')
end
if nogui~=2; hw=waitbar(0,'Estimation progress'); end
FNN(1,1) = 1;
x_s = s * std(x);
for m = 2:maxM
% check if stop button was pressed
if ~nogui
set(0,'ShowHidden','on')
h=findobj('tag','button_apply','Parent',h_fig(1));
if strcmpi(get(h(1),'string'),'stopped')
FNN((m:maxM)+1,1)=NaN;
break
end
end
FNN(m,1) = 0;
t=1;
NX=N-t*(m-1);
% create phase space vectors
clear jx,for mi=1:m;
jx(1+NX*(mi-1):NX+NX*(mi-1))=1+t*(mi-1):NX+t*(mi-1);
end
x1=reshape(repmat(x,1,m),N*m,1);
x2=reshape(x1(jx),NX,m); % phasespace vector
jx = reshape(jx,NX,m);
if maxN >= NX;
idx = 1:NX;
else
idx = ceil(NX * rand(maxN,1)); %random samples
end
% count the false neighbours
cnt = 0;
for i = 1:length(idx), if nogui~=2 & i*10/length(idx) == ceil(i*10/length(idx)); waitbar((length(idx)*(m-1)+i)/(length(idx)*maxM)), end
% distance in the m-dimensional space
switch method
case 1
distance = max(abs(x2-repmat(x(jx(idx(i),:))',length(x2),1))');
case 2
distance = sqrt(sum((x2-repmat(x(jx(idx(i),:))',length(x2),1)).^2,2));
case 3
distance = sum(abs(x2-repmat(x(jx(idx(i),:))',length(x2),1)),2);
end
[distance is] = sort(distance);
if is(2) < NX & idx(i) < NX & distance(2) < x_s
FNN(m,1) = FNN(m,1) + double((abs(x(idx(i)+m) - x(is(2)+m))/distance(2) > r));
cnt = cnt + 1;
end
% check if stop button was pressed
if ~nogui
set(0,'ShowHidden','on')
h=findobj('tag','button_apply','Parent',h_fig(1));
if strcmpi(get(h(1),'string'),'stopped')
FNN((m:maxM)+1,1)=NaN;
break
end
end
end
FNN(m,1) = FNN(m,1) / cnt;
if ~nogui,
if ~isempty(findobj('Tag','FNN_Fig'))
h=findobj('Tag','button_store');
out_str=FNN;
set(h(1),...
'UserData',out_str)
end
fnn('plot_fnn')
end
end
if nogui~=2 & ishandle(hw), delete(hw); end
if ~nogui,
set(0,'ShowHidden','on')
h=findobj('tag','button_apply');
set(h(1),'ToolTip','Starts the computation.','String','Apply','Callback','fnn compute')
for j=1:length(obj);
h=findobj('Tag',obj{j},'Parent',h_fig(1));
if ~isempty(h), set(h,'Enable','On'), end
end
setptr(h_fig(1),'arrow')
if ~isempty(findobj('Tag','FNN_Fig'))
h=findobj('Tag','button_store');
set(h(1),'Enable','On')
end
if ~nogui, setptr(h_fig(1),'arrow'), end
warning on
try, set(0,props.root), end
if nargout==0
fnn('plot_fnn')
end
end
if nogui
out=FNN;
end
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% output
case 'plot_fnn'
set(0,'ShowHidden','on')
h_fig=findobj('tag','FNN_Fig');
if ~isempty(h_fig)
h=findobj('Tag','button_store','Parent',h_fig(1));
if isempty(h), return, end
FNN=get(h(1),'UserData');
h_axes=findobj('Tag','fnn_axes','Parent',h_fig(1)); h_axes=h_axes(1);
h_res=findobj('Tag','fnn_result','Parent',h_fig(1)); delete(h_res);
set(0,'current',h_fig(1))
set(h_axes,'Visible','on');
plot(1:length(FNN),FNN), grid on
xlabel('Dimension'), ylabel('False Nearest Neighbours')
set(gca,'Tag','fnn_axes','layer','top','xlim',[1 maxM],'ylim',[0 1],'xtick',[1:1:maxM])
drawnow
end
try, set(0,props.root), end
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% the end
case 'end'
end
set(0,'ShowHidden','off')
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% error handling
%if 0
catch
if ~isempty(findobj('Tag','TMWWaitbar')), delete(findobj('Tag','TMWWaitbar')), end
cmd={['mean'];['var'];['std'];['median'];['squmean'];['geomean'];['bias'];['skewness'];['kurtosis']};
z_whos=whos;x_lasterr=lasterr;y_lastwarn=lastwarn;if nargin;in=varargin{1};else in.class='no input given';end
if ischar(in), in2=in; else, in2=[]; end
in=whos('in');
if ~strcmpi(lasterr,'Interrupt')
fid=fopen('error.log','w');
err=fprintf(fid,'%s\n','Please send us the following error report. Provide a brief');
err=fprintf(fid,'%s\n','description of what you were doing when this problem occurred.');
err=fprintf(fid,'%s\n','E-mail or FAX this information to us at:');
err=fprintf(fid,'%s\n',' E-mail: marwan@agnld.uni-potsdam.de');
err=fprintf(fid,'%s\n',' Fax: ++49 +331 977 1142');
err=fprintf(fid,'%s\n\n\n','Thank you for your assistance.');
err=fprintf(fid,'%s\n',repmat('-',50,1));
err=fprintf(fid,'%s\n',datestr(now,0));
err=fprintf(fid,'%s\n',['Matlab ',char(version),' on ',computer]);
err=fprintf(fid,'%s\n',repmat('-',50,1));
err=fprintf(fid,'%s\n',x_lasterr);
err=fprintf(fid,'%s\n',y_lastwarn);
err=fprintf(fid,'%s\n',[' during ==> fnn:',action]);
err=fprintf(fid,'%s',[' input ==> ',in.class]);
if ~isempty(in2), err=fprintf(fid,'\t%s\n',[' (',in2,')']); end
err=fprintf(fid,'%s\n',[' errorcode ==> no errorcode available']);
err=fprintf(fid,'%s\n',' workspace dump ==>');
if ~isempty(z_whos),
err=fprintf(fid,'%s\n',['Name',char(9),'Size',char(9),'Bytes',char(9),'Class']);
for j=1:length(z_whos);
err=fprintf(fid,'%s',[z_whos(j).name,char(9),num2str(z_whos(j).size),char(9),num2str(z_whos(j).bytes),char(9),z_whos(j).class]);
if ~strcmp(z_whos(j).class,'cell') & ~strcmp(z_whos(j).class,'struct')
content=eval(z_whos(j).name);
content=mat2str(content(1:min([size(content,1),500]),1:min([size(content,2),500])));
err=fprintf(fid,'\t%s',content(1:min([length(content),500])));
elseif strcmp(z_whos(j).class,'cell')
content=eval(z_whos(j).name);
err=fprintf(fid,'\t');
for j2=1:min([length(content),500])
content2=content{j2};
err=fprintf(fid,'{%s} ',content{j2});
end
elseif strcmp(z_whos(j).class,'struct')
content=fieldnames(eval(z_whos(j).name));
content=char(content); content(:,end+1)=' '; content=content';
err=fprintf(fid,'\t%s',content(:)');
end
err=fprintf(fid,'\n');
end, end
err=fclose(fid);
disp('----------------------------');
disp(' ERROR OCCURED');
disp(' during executing fnn');
disp('----------------------------');
disp(x_lasterr);
disp([' during ',action]);
disp('----------------------------');
disp(' Please send us the error report. For your convenience, ')
disp(' this information has been recorded in: ')
disp([' ',fullfile(pwd,'error.log')]), disp(' ')
disp(' Provide a brief description of what you were doing when ')
disp(' this problem occurred.'), disp(' ')
disp(' E-mail or FAX this information to us at:')
disp(' E-mail: marwan@agnld.uni-potsdam.de')
disp(' Fax: ++49 +331 977 1142'), disp(' ')
disp(' Thank you for your assistance.')
warning('on')
end
try,if ~nogui
setptr(h_fig(1),'arrow')
h=findobj('tag','button_apply');
set(h(1),'ToolTip','Starts the computation.','String','Apply','Callback','fnn compute')
for j=1:length(obj);
h=findobj('Tag',obj{j},'Parent',h_fig(1));
if ~isempty(h)
set(h,'Enable','On')
end
end
end,end
if nargout, out=NaN; end
try, set(0,props.root), end
set(0,'ShowHidden','off')
end
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